Optimal portfolio in the presence of transaction costs and convex risk measure

Edward Lungu, Offen Elias Rabson, Doctor Obonye

    Research output: Contribution to journalArticle

    Original languageEnglish
    JournalInternational Journal of Financial Engineering
    VolumeInternational Journal of Financial Engineering
    DOIs
    Publication statusPublished - 2017

    Cite this

    Lungu, Edward ; Elias Rabson, Offen ; Obonye, Doctor. / Optimal portfolio in the presence of transaction costs and convex risk measure. In: International Journal of Financial Engineering. 2017 ; Vol. International Journal of Financial Engineering.
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    title = "Optimal portfolio in the presence of transaction costs and convex risk measure",
    author = "Edward Lungu and {Elias Rabson}, Offen and Doctor Obonye",
    year = "2017",
    doi = "10.1142/S2424786317500414",
    language = "English",
    volume = "International Journal of Financial Engineering",
    journal = "International Journal of Financial Engineering",

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    Optimal portfolio in the presence of transaction costs and convex risk measure. / Lungu, Edward; Elias Rabson, Offen; Obonye, Doctor.

    In: International Journal of Financial Engineering, Vol. International Journal of Financial Engineering, 2017.

    Research output: Contribution to journalArticle

    TY - JOUR

    T1 - Optimal portfolio in the presence of transaction costs and convex risk measure

    AU - Lungu, Edward

    AU - Elias Rabson, Offen

    AU - Obonye, Doctor

    PY - 2017

    Y1 - 2017

    U2 - 10.1142/S2424786317500414

    DO - 10.1142/S2424786317500414

    M3 - Article

    VL - International Journal of Financial Engineering

    JO - International Journal of Financial Engineering

    JF - International Journal of Financial Engineering

    ER -